Musannaf Ibn Abi Shayba 17:1390

Ibn ‘Uyaynah narrated to us, from Salim, from Zur’ah ibn Muslim ibn Jarhad, from his grandfather, that the Prophet (peace be upon him) saw him in the mosque while he was wearing a mantle (burdah) and his thigh was uncovered. He said, "Indeed, the thigh is an 'awrah (intimate part)."